I used to know how to take that "You have *number* new e-mail messages" thing out of the registry so I didn't see it under my name at the windows XP login screen.
click Start, then click Run and enter "regedit.exe" and click OK.
Then navigate to My
Computer\HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\UnreadMail\yourmsnname@hotmail.com